- ...-iteration
![[*]](../icons/footnote.png)
-
The research of the first two authors, was partially supported by
the Research Council K.U.Leuven,
project
OT/05/40 (Large rank structured matrix computations),
CoE EF/05/006 Optimization in Engineering (OPTEC),
by
the Fund for Scientific Research-Flanders (Belgium),
G.0455.0 (RHPH: Riemann-Hilbert problems, random matrices and Padé-Hermite approximation),
G.0423.05 (RAM: Rational modelling: optimal conditioning and stable algorithms),
and by
the Interuniversity Poles of Attraction Poles, initiated by the Belgian State, Science Policy Office,
Belgian Network DYSCO (Dynamical Systems, Control, and Optimization).
The first author has a grant as ``Postdoctoraal Onderzoeker'' from the Fund for Scientific Research-Flanders (Belgium).
The work of the third author was partially supported by MIUR, grant number 2004015437.
The scientific responsibility rests with the authors.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ...-algorithms
![[*]](../icons/footnote.png)
- This covers a more general class of iterations
such as
-methods,
-methods and so forth.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... etc.
![[*]](../icons/footnote.png)
- Even though not mentioned, in
case of a band matrix, a tridiagonal matrix, ... we implicitly assume the
matrices to be symmetric.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ....
![[*]](../icons/footnote.png)
- With essentially equivalent is meant
that the elements are the same up to a factor, where all factors are
roots of unity.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ...#tex2html_wrap_inline3752#
![[*]](../icons/footnote.png)
- In some cases one
forces convergence to blocks on the diagonal, which then contain
the eigenvalues.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ...

![[*]](../icons/footnote.png)
- A matrix is called simple if it has $n$
linearly independent eigenvectors.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ...

![[*]](../icons/footnote.png)
- The spectral norm is naturally induced
by the $||.||_2$ norm on vectors.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... transformations
![[*]](../icons/footnote.png)
- We remark that
other types of factorizations based on Gauss transforms can also be
computed in a similar fashion.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... element.
![[*]](../icons/footnote.png)
- Similarly one can
choose the Wilkinson shift. Here we used the Rayleigh shift.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.